Anic Equity¶

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Total return since start: 0.587 %¶

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Equity now: -----------------------------> 48490.34 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46290.36 Kr¶

PnL: ---------------------------------------> -1931.89 Kr¶

DD now: ---------------------------------> -6.879 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:44:25.881886'

Anic Portfolio¶

Today¶

Return: 0.039 %¶

This Week¶

Return: 0.039 %¶

Total¶

Return: 58.745 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.930000 831.150000 133.150000 19.080000 698.000040
Nordisk Bergteknik B 130 -1.810000 4225.000000 61.000000 1.460000 4163.999970
Tobii Dynavox 109 -0.820000 2767.510000 45.510000 1.670000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.990000 718.580000 32.580000 4.750000 686.000016
Vitec Software Group B 1 -1.130000 497.800000 12.800000 2.640000 485.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
Embracer Group B 14 -2.190000 694.820000 5.820000 0.840000 689.000004
G5 Entertainment 3 -0.050000 574.500000 2.500000 0.440000 572.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
SKF B 3 -3.810000 591.300000 -4.700000 -0.790000 596.000001
Mycronic 3 -3.320000 645.600000 -6.400000 -0.980000 651.999999
ASSA ABLOY B 2 -1.210000 504.400000 -9.600000 -1.870000 514.000000
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -2.660000 498.600000 -12.400000 -2.430000 511.000000
Husqvarna A 7 -3.210000 612.500000 -20.500000 -3.240000 632.999997
Husqvarna B 7 -2.960000 614.460000 -25.540000 -3.990000 639.999997
Collector Bank 29 -5.130000 1206.110000 -27.890000 -2.260000 1233.999996
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.860000 574.000000 -33.000000 -5.440000 607.000000
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Rejlers B 6 -2.900000 924.000000 -38.000000 -3.950000 961.999998
Swedbank A 3 -3.060000 578.850000 -39.150000 -6.330000 618.000000
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -0.330000 482.000000 -47.000000 -8.880000 529.000000
Dustin Group 18 -4.720000 610.200000 -59.800000 -8.930000 669.999996
Nordea Bank Abp 30 -4.250000 3691.800000 -71.200000 -1.890000 3762.999990
Viaplay Group B 4 -3.790000 964.800000 -72.200000 -6.960000 1037.000000
AFRY 3 -2.530000 520.800000 -74.200000 -12.470000 594.999999
RVRC Holding 17 -2.030000 556.580000 -126.420000 -18.510000 683.000007
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
Fastighetsbolaget Emilshus B 23 2.700000 554.880000 -140.120000 -20.160000 694.999993
Fasadgruppen Group 38 1.370000 3936.800000 -253.200000 -6.040000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46290.360000 -1931.890000 -6.87921% 48222.250041

Updated:¶

'2023-03-13 16:44:39.427217'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶